+57.3%
LLY vs CCI
+7.6%
+49.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.5% | -5.8% | -0.5% |
| 7D | +10.1% | +5.0% | +5.0% | +9.1% |
| 30D | +24.0% | +36.4% | -12.3% | +16.9% |
| 3M | +27.3% | +20.4% | +6.9% | +23.4% |
| 6M | +47.0% | +4.9% | +42.1% | +48.4% |
| YTD | +32.6% | +7.8% | +24.8% | +30.8% |
| 1Y | +57.3% | +7.3% | +50.0% | +55.6% |
| All | +57.3% | +7.6% | +49.8% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling